+117.0%
MDB vs RVMD
+644.5%
-527.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -17.4% | +1.0% | -18.5% | -17.7% |
| 30D | -2.0% | +6.4% | -8.5% | -3.7% |
| 3M | -3.0% | +34.9% | -37.9% | -10.5% |
| 6M | +48.7% | +107.6% | -58.9% | +19.4% |
| YTD | -12.1% | +163.7% | -175.8% | -35.6% |
| 1Y | +14.5% | +439.2% | -424.7% | -32.4% |
| 3Y | -6.1% | +499.2% | -505.3% | -50.1% |
| 5Y | -27.3% | +621.7% | -649.0% | -67.3% |
| All | +117.0% | +644.5% | -527.5% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling